Preheat grill. To prevent fish from sticking, rub a paper towel moistened with vegetable oil over the grill rack.

Blot the fillets on both sides with paper towels. Season with kosher salt and pepper, and brush with olive oil.

Arrange fillets on the grill rack, about 6 inches from heat source; grill 4 minutes over medium-high heat. With a metal spatula, gently turn the fish; grill about 4 minutes longer, or until fish flakes easily with a fork.

Spread the insides of the kaiser rolls with the dill sauce. Place one fillet on each bun, top with shredded romaine and serve. Serves 4.